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OD7F.DE vs. WTEE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

OD7F.DE vs. WTEE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE).

OD7F.DE and WTEE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OD7F.DE is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg WTI Crude Oil Multi-Tenor Index. It was launched on Sep 27, 2006. WTEE.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Equity Income. It was launched on Oct 21, 2014. Both OD7F.DE and WTEE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

OD7F.DE vs. WTEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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OD7F.DE vs. WTEE.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
OD7F.DE
WisdomTree WTI Crude Oil		56.49%-18.46%13.79%-2.17%31.69%81.53%4.59%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF		8.26%45.16%-3.47%18.71%-5.46%9.36%9.83%
Different Trading Currencies

OD7F.DE is traded in USD, while WTEE.DE is traded in EUR. To make them comparable, the WTEE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OD7F.DE achieves a 56.49% return, which is significantly higher than WTEE.DE's 8.26% return.

OD7F.DE

1D
-7.04%
1M
27.70%
YTD
56.49%
6M
49.16%
1Y
27.52%
3Y*
14.34%
5Y*
21.23%
10Y*
7.39%

WTEE.DE

1D
2.41%
1M
-0.90%
YTD
8.26%
6M
14.02%
1Y
35.14%
3Y*
19.02%
5Y*
12.07%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree WTI Crude Oil

WisdomTree Europe Equity Income UCITS ETF

Often compared with OD7F.DE:
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Often compared with WTEE.DE:
WTEE.DE vs. EXSH.DEWTEE.DE vs. JEPQWTEE.DE vs. LGGE.DEWTEE.DE vs. TDIVWTEE.DE vs. QYLDWTEE.DE vs. TDIV.ASWTEE.DE vs. EUHD.L

OD7F.DE vs. WTEE.DE - Expense Ratio Comparison

OD7F.DE has a 0.49% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.

OD7F.DE
WisdomTree WTI Crude Oil
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF

Return for Risk

OD7F.DE vs. WTEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OD7F.DE
OD7F.DE Risk / Return Rank: 3535
Overall Rank
OD7F.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OD7F.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
OD7F.DE Omega Ratio Rank: 3535
Omega Ratio Rank
OD7F.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
OD7F.DE Martin Ratio Rank: 2525
Martin Ratio Rank
WTEE.DE
WTEE.DE Risk / Return Rank: 8585
Overall Rank
WTEE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OD7F.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

OD7F.DEWTEE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.70

2.02

-1.32

Sortino ratio

Return per unit of downside risk

1.16

2.59

-1.43

Omega ratio

Gain probability vs. loss probability

1.16

1.39

-0.24

Calmar ratio

Return relative to maximum drawdown

1.29

3.25

-1.96

Martin ratio

Return relative to average drawdown

2.30

13.07

-10.77

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OD7F.DE vs. WTEE.DE - Sharpe Ratio Comparison

The current OD7F.DE Sharpe Ratio is 0.70, which is lower than the WTEE.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of OD7F.DE and WTEE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

OD7F.DEWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.02

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.73

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.83

-0.96

Correlation

The correlation between OD7F.DE and WTEE.DE is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

OD7F.DE vs. WTEE.DE - Dividend Comparison

OD7F.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.78%.

TTM20252024202320222021
OD7F.DE
WisdomTree WTI Crude Oil		0.00%0.00%0.00%0.00%0.00%0.00%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF		4.78%5.37%6.81%5.61%5.35%4.64%

Drawdowns

OD7F.DE vs. WTEE.DE - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than WTEE.DE's maximum drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and WTEE.DE.

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Drawdown Indicators

OD7F.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-16.45%

-80.40%

Max Drawdown (1Y)

Largest decline over 1 year

-22.79%

-13.03%

-9.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-16.45%

-21.94%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

—

—

Current Drawdown

Current decline from peak

-78.37%

-1.84%

-76.53%

Average Drawdown

Average peak-to-trough decline

-74.16%

-2.70%

-71.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.31%

2.07%

+10.24%

Volatility

OD7F.DE vs. WTEE.DE - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) has a higher volatility of 21.81% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 5.15%. This indicates that OD7F.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

OD7F.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.81%

5.15%

+16.66%

Volatility (6M)

Calculated over the trailing 6-month period

28.98%

9.81%

+19.17%

Volatility (1Y)

Calculated over the trailing 1-year period

39.06%

17.32%

+21.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.76%

18.26%

+16.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.18%

18.65%

+19.53%